CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2703 |
0.0043 |
0.3% |
1.2642 |
| High |
1.2660 |
1.2703 |
0.0043 |
0.3% |
1.2760 |
| Low |
1.2660 |
1.2686 |
0.0026 |
0.2% |
1.2642 |
| Close |
1.2660 |
1.2658 |
-0.0002 |
0.0% |
1.2726 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0118 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
14 |
14 |
0 |
0.0% |
43 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2733 |
1.2713 |
1.2667 |
|
| R3 |
1.2716 |
1.2696 |
1.2663 |
|
| R2 |
1.2699 |
1.2699 |
1.2661 |
|
| R1 |
1.2679 |
1.2679 |
1.2660 |
1.2681 |
| PP |
1.2682 |
1.2682 |
1.2682 |
1.2683 |
| S1 |
1.2662 |
1.2662 |
1.2656 |
1.2664 |
| S2 |
1.2665 |
1.2665 |
1.2655 |
|
| S3 |
1.2648 |
1.2645 |
1.2653 |
|
| S4 |
1.2631 |
1.2628 |
1.2649 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.3013 |
1.2791 |
|
| R3 |
1.2945 |
1.2895 |
1.2758 |
|
| R2 |
1.2827 |
1.2827 |
1.2748 |
|
| R1 |
1.2777 |
1.2777 |
1.2737 |
1.2802 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2722 |
| S1 |
1.2659 |
1.2659 |
1.2715 |
1.2684 |
| S2 |
1.2591 |
1.2591 |
1.2704 |
|
| S3 |
1.2473 |
1.2541 |
1.2694 |
|
| S4 |
1.2355 |
1.2423 |
1.2661 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2775 |
|
2.618 |
1.2748 |
|
1.618 |
1.2731 |
|
1.000 |
1.2720 |
|
0.618 |
1.2714 |
|
HIGH |
1.2703 |
|
0.618 |
1.2697 |
|
0.500 |
1.2695 |
|
0.382 |
1.2692 |
|
LOW |
1.2686 |
|
0.618 |
1.2675 |
|
1.000 |
1.2669 |
|
1.618 |
1.2658 |
|
2.618 |
1.2641 |
|
4.250 |
1.2614 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2695 |
1.2710 |
| PP |
1.2682 |
1.2693 |
| S1 |
1.2670 |
1.2675 |
|